+41.8%
TGT vs EME
+252.2%
-210.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -0.4% |
| 7D | -5.2% | +3.5% | -8.7% | -5.6% |
| 30D | +1.2% | -6.3% | +7.5% | +1.8% |
| 3M | +18.4% | -3.8% | +22.1% | +18.6% |
| 6M | +33.4% | +8.5% | +24.9% | +31.0% |
| YTD | +63.8% | +27.8% | +36.0% | +56.8% |
| 1Y | +77.2% | +22.2% | +54.9% | +69.7% |
| 3Y | +41.8% | +253.5% | -211.7% | +12.5% |
| All | +41.8% | +252.2% | -210.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling